Commodity derivatives
Iron ore derivatives forge ahead on Chinese demand
The iron ore derivatives market is setting new volume records fuelled by higher volatility and increased involvement from Chinese participants. Although financial players are waiting for liquidity to achieve...
With crude palm oil prices rising 30% in the last six months, interest in hedging downside risk from palm oil producers is on the increase. So are producers locking in prices now or waiting for the market...
Despite ‘end-user’ exemptions, strengthened banking regulations are likely to impact energy corporates due to their reliance on banks and other financial firms to manage hedging programmes, says a...
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More Commodity derivatives articles
Analysing common processes used to model energy prices
Choosing the appropriate process for modelling energy prices is essential for best calculating value, risk and hedging metrics for energy derivatives and assets. In this first article of a six-part series, Carlos Blanco and Michael Pierce discuss some...
Commodities correlation with equities, bonds - how long will it last?
Correlations between commodities and other asset classes have risen sharply over the past three years, but investors and academics are divided over the cause, and the outlook for diversification strategies going forward. David Wigan reports
Mining companies remain unhedged, despite Chinese clouds
After some painful experiences in recent years, mining companies remain largely unhedged – despite a jump in metals volatility and the threat of a Chinese downturn. Could they end up regretting it? Michael Watt reports
Singapore commodity derivatives regulation set for overhaul
Financial authorities in Singapore have recommended consolidating the oversight of all commodity derivatives and futures to one regulatory body, as part of a proposed broader move to regulate the country's derivatives market in line with international...
Cutting edge: Valuation of spread commodity structures
In this paper, Dan Mahoney and Krzysztof Wolyniec show that in co-integrated (mean-reverting) futures markets, active dynamic hedging is required to realise the quadratic variation of the underlying spread process. Using static hedges/portfolios yields...
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Energy and Commodities OTC Clearing and Execution under Dodd-Frank Regulation...
Challenges continuously arise regarding energy and commodities OTC clearing, and changes in regulations. This roundtable offers the knowledge, experience and opinions of our elite speakers on some of the key issues the industry currently faces including:...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
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